Access Statistics for Steffen Sorensen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Asset Market Integration Test Based on Observable Macroeconomic Stochastic Discount Factors 0 0 0 224 0 0 4 1,027
Business Cycle Variability, Stock Market Variability, Asymmetries and the Risk Premium 0 0 0 150 0 0 0 608
Extracting inflation expectations and inflation risk premia from the term structure: a joint model of the UK nominal and real yield curves 0 1 3 152 0 1 7 352
Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets 0 1 3 688 0 3 6 1,809
Macroeconomic Sources of Equity Risk 0 0 0 601 1 1 4 2,254
Measuring monetary policy expectations from financial market instruments 0 0 0 96 0 5 7 282
Stress tests of UK banks using a VAR approach 0 0 1 959 0 0 5 2,037
THE ASYMMETRIC EFFECT OF THE BUSINESS CYCLE ON THE RELATION BETWEEN STOCK MARKET RETURNS AND THEIR VOLATILITY 0 0 0 171 0 0 2 486
The Asymmetric Effect of the Business Cycle on the Equity Premium (This is an extensively revised version of earlier paper No. 06/04) 0 0 1 133 0 0 3 392
The Asymmetric Effect of the Business Cycle on the Realtion between Stock Market Returns and their Volatility 0 0 0 164 0 0 2 551
The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks 0 0 0 135 0 0 2 372
The asymmetric effect of the business cycle on the relation between stock market returns and their volatility 0 0 0 72 0 0 0 220
The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective 0 0 0 794 0 0 3 2,492
Total Working Papers 0 2 8 4,339 1 10 45 12,882

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
El impacto integrado del riesgo de crédito y de tasa de interés bancarios: una perspectiva del valor económico y suficiencia de capital 0 0 0 4 0 2 3 57
Extracting inflation expectations and inflation risk premia from the term structure: A joint model of the UK nominal and real yield curves 0 0 2 233 1 2 5 554
The equity premium and the business cycle: the role of demand and supply shocks 0 0 0 62 0 0 3 164
The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application 0 1 6 318 1 5 21 777
Total Journal Articles 0 1 8 617 2 9 32 1,552

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Statistics updated 2025-07-04